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Macroeconomic determinants of credit risks: evidence from high-income countries
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Macroeconomic determinants of credit risks: evidence from high-income countries (2019)Macroeconomic determinants of credit risk…Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states (2015)Banking-industry specific and…Determinants of non-performing loans: The case of Eurozone (2014)Determinants of non-performin…Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Macroeconomic and bank-specif…How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)How to do Xtabond2: An Introd…Credit Cycles, Credit Risk, and Prudential Regulation (2005)Credit Cycles, Credit Risk, a…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Dynamic panel data models: a guide to microdata methods and practice (2002)Dynamic panel data models: a …Dynamic panel data models: a guide to micro data methods and practice (2002)Dynamic panel data models: a …Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks (2002)Credit Risk in Two Institutio…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)The analysis of household surveys (1997)Finance, inequality and the poor (2007)Strong boards, CEO power and bank risk-taking (2009)TOTAL FACTOR PRODUCTIVITY ESTIMATION: A PRACTICAL REVIEW (2010)Deriving the Pricing Power of Product Features by Mining Consumer Reviews (2011)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)
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References

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  • 2011Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios1,300 cited
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  • 2015Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states

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613 cited
  • 2005Credit Cycles, Credit Risk, and Prudential Regulation609 cited
  • 2014Determinants of non-performing loans: The case of Eurozone506 cited
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